2000 Volts / 1000 ohm (resistance of human skin) is 2 amps if you close the circuit. That is deadly with a healthy margin.
But put on a insulator shoes and you can hold (the same) wire with 2 dry hands and nothing will happen - the same way birds can rest on wire and live. Of course holding 2 different wires will be bad idea.
Btw - a basic safety precaution in engineering school - always plug and unplug stuff with one hand.
http://engineering.mit.edu/ask/how-do-birds-sit-high-voltage...
Yes, but... https://www.youtube.com/watch?v=8xONZcBJh5A
The current that passes trough your body is determined by the properties of the whole circuit. And it is ultimately the current that kills you.
Also, very low currents can be hazardous but skin resistance is relatively high. Most of the voltage sources we are exposed to are fairly low. There is no point in putting a warning about the 1 Amp of current a power adapter can produce if that adapter is limited to producing 5 Volts. In a world where all power sources were producing thousands of volts the opposite would be true, an example warning would be "Danger, 200 mA".
In general we have to worry about the exception, not the rule.
If anyone tried doing this today in a similar environment and succeeded, I think there would be be plenty of people trying to tap electricity from it.
Furthermore, the power supply doesn't need to have high current capacity. 1A is plenty enough for the intended purpose and this works out to 2kW - good for one electric kettle.
Death by electricity is largely a function of the current that flows through the body, though in some cases the frequency also matters. Case of a researcher who was working with millivolt and/or milliamp currents (I forget the specifics) but at frequencies which disrupted his heart rythms. Was working alone late at night in the lab until he wasn't. Died from stopping his heart.
A Van de Graaff generator will kick out 100,000 - 5,000,000 volts, but can be contacted directly. Holding a conductive rod (so that current flows through a large skin area on the hand) allows sparks to be discharged through the body without harm. It's a common science lab trick for children.